As they said you, nowadays most applications are on web, but if you want an standalone offline software,you might want to take a look to ZKanji
On ZKanji you can set your kanji and vocabulary groups and testing (both writing or selecting from different choices)
I know a free open source application called ZKanji that is a search/study tool/list builder for kanji, you can search by any means, pronunciation, stroke order, radicals, or even N1-N5 ranking. It's really cool actually. http://zkanji.sourceforge.net/ you can also separately download example sentences.